There's no easy way into the realm of roguelikes. Most people will advice you to download one of the easier roguelikes to help you start out but I'd advice against that. Pick the one that's most intriguing to you. When you start out you need to keep some concepts in your mind. These are based on my personal misconceptions when I started out and from having tried to introduce others to the genre, observing their progress. Consider this some "conversion" guideline for folks switching over from other genres.
Realize that you won't beat the game anytime soon.
This is something we're used to from basically every single game genre out there. With a bit of effort and determination you can win them in no time. There's never a task that's insurmountable. Sure, there's some difficulty but you can just keep on battering your head against it and they'll go away. Roguelikes on the other hand aren't like that. You will get yourself into situations which you just can't beat with what you have at that time. While in every other game, persistence is key, in roguelikes Cowardice is survival. It teaches us a basic law of human nature: Heroes die.
Once you stop trying to be a hero, you will experience a huge spike in survivability. Still, even if you're fairly experienced one day, you probably still won't have beaten your favorite roguelike. Don't play to win, play to have fun. That's actually one of the hardest things to understand when starting out with roguelikes.
Understand that you don't need to understand.
You know what caused me great frustration when I started out? Thinking I had to memorize all those absurd key combinations to be able to play these games. After all in every other game, knowing the controls is important for your survival. Roguelikes love showering their players with sometimes well over 100 keys to memorize. Trying to think off them all when you start off will only result in you trying to fiddle with the controls as you keep on forgetting the basic stuff.
So here's my second hint about roguelikes:
Ignore everything (at first). Ignore stats. Ignore races and classes. You really don't need to know about those things yet. You only need to know how to move your character. In most roguelikes, you also attack by bumping into enemies. So, really, that's all you need at the beginning. Use that and play, you'll be surprised by how far you'll get with just that. From that point on, learn on demand. Look up things as they come up. Some enemy dropped a bunch of scrolls? Look up how to pick them up. You need to know how to read? Look it up. The key is to only learn what you really need. Everything else is superflous fluff until the time you need it.
So with some common conceptions and the most basic controls, you'll find yourself exploring dungeons. Chances are if you're feeling lost and overwhelmed, it's because you're trying to grasp too much at once. I know I had a lot of trouble dealing with that, partly because I approached roguelikes too arrogantly.
Most roguelikes follow a pretty similiar ruleset.
That's partly because most of them are "just" variants of another roguelike game. As silly as it may sound, if you're getting stuck in one roguelike, go and play another for a couple of days. You'll learn a great new things with a fresh perspective without getting frustrated with the same old problem. Still, because games are so vastly similiar, something you've learned in roguelike b can very well be the solution to a problem in roguelike a.
Same for conventions and expectations:
Classes and races, pick the one you like and then just play. For the beginning its best to stick with usual race/class conceptions. You know the book stuff where elves are always nimble and magical creatures while orcs are dumb but strong. You hooked up an elven rogue? Don't go berserking. You play a hideous troll? Don't try charming your fellows. Strength is about damage and Intelligence is about spells. And finding a sword +2 is prolly a good thing. It's these simple truths of every gamegenre that also apply to rogulikes. Very few try to break out of this cycle and those are mostly obscure rogulikes. While the beautiful thing about roguelikes is that you probably can play an orc seductress and have great success with it, it's hard to venture outside conventions when you start out.
Don't play prototypes
People will really hit me for saying this, but prototypes are for experienced players only. They often introduce new elements into the roguelike genre. Why would you want that when you're still struggling with the basics? You can't practice for some Formula One Racing Sim by playing Destruction Derby or Carmageddon. They are all racing games but they're still from another planet. Prototypes are often in a very early state of development too. Chances are there isn't a lot of content and it might be grossly unbalanced. Don't get me wrong, prototypes are great gaming experiences from time to time, we also need more games to venture away from the "variant" deal. They're just not a good choice when you're starting out. Keep them for when you can truely enjoy them.